Bomboloni donuts with tiramisu filling

Ingredients:

For the test:

• 3/4 cup whole milk
• 7 g active yeast (2 1/4 tsp)
• 3 tbsp. granulated sugar
• 3 cups flour, plus a little extra for dusting
• 1 teaspoon of salt
• 2 large eggs
• 1 tsp vanilla extract
• 2 tbsp. butter, cut into small pieces, at room temperature
• Cooking spray
• Vegetable oil for frying

For the custard:

• 1 cup whole milk
• 1/3 cup granulated sugar
• 1.5 tsp instant coffee
• 1/8 tsp salt
• 2 large egg yolks
• 3 tablespoons cornstarch
• 2 tbsp cold butter, cut into small pieces
• 1 tsp vanilla extract
• 0.5 tbsp. mascarpone cheese room temperature (about 110 gr.)

For the glaze:

• 2 cups powdered sugar
• 1/4 cup dry Marsala wine (or more if needed)
• A pinch of salt
• Cocoa powder for dusting

Preparation:

1. Prepare the bomboloni dough: In a small saucepan, heat the milk over low heat to 40-45°C (104-113°F). Pour into a small bowl; stir in the yeast and granulated sugar. Let stand until foamy, 7-10 minutes. Meanwhile, in the bowl of a stand mixer, combine the flour and salt.
   
   Add the yeast mixture, eggs, and vanilla extract to the bowl of a stand mixer. Mix on medium speed with the dough hook until a ball of dough forms, about 1-2 minutes. Beat in the butter, adding it in piece by piece. Continue mixing, scraping down the sides and bottom of the bowl occasionally with a rubber spatula, until the dough is smooth and elastic, about 6 minutes.
2. Lightly spray a large bowl with cooking spray and transfer the dough to it, turning it to coat with oil. Cover tightly with plastic wrap and let rise in a warm place until doubled in size, about 1 hour.
   
   Prepare the filling for the bomboloni donuts: In a small saucepan, combine 3/4 cup milk, granulated sugar, instant coffee, and salt and cook over medium heat, stirring until the sugar melts and steams. In a medium bowl, whisk the remaining 1/4 cup milk with the egg yolks and cornstarch.
   
   Gradually whisk the warm milk mixture into the egg mixture, then pour the resulting mixture into the saucepan. Bring to a near boil, whisking constantly, and simmer until thickened, about 3 minutes.
3. Pour the resulting custard into a bowl through a fine-mesh sieve, using a rubber spatula. Stir in the butter and vanilla extract until smooth. Cover the surface of the custard with plastic wrap and refrigerate for 30 minutes.
   
   Add the mascarpone to a medium bowl. Whisk in the cooled custard, spoonful at a time, until smooth. Transfer to a pastry bag fitted with a 0.6 cm round tip. Refrigerate until ready to use.
4. Lightly flour 2 baking sheets. Place the dough on the lightly floured surface and gently press the dough with your fingers until it reaches a thickness of 1/2 inch (1.3 cm).
   
   Using a 3.5-4 cm shot glass, cut the dough into 32 circles along the top edge. Place the circles 2.5 cm apart on the prepared baking sheets and lightly spray the tops with cooking spray. Cover the baking sheets with plastic wrap and let rise until fluffy, about 1 hour.
5. Meanwhile, prepare the glaze: In a medium bowl, whisk together the powdered sugar, wine, and a pinch of salt, thinning with additional wine if needed. Cover and set aside.
6. In a large saucepan, heat a 2-inch layer of vegetable oil over medium heat to 170°C (350°F) (to measure the temperature, insert a deep-fry thermometer into the oil).
   
   Fry the bomboloni in batches for 30 seconds, then flip and continue frying, turning, until golden brown, about 2 more minutes. Remove the bomboloni with a slotted spoon and place on a baking sheet lined with paper towels to drain excess oil. Let cool.
7. Insert a chopstick or skewer into the side of each bomboloni and wiggle it to create a pocket inside. Fill the bomboloni with the mixture from the piping bag and dust with cocoa powder. Frost the donuts.